Caldwell's mother had been a society beauty in London in her earlier years, prompting her father to move the family to the relative social isolation of Hove.

[1][a] Caldwell arrived on the London scene around 1931 aged eighteen, working as a model for a fashion house in the day time and managing a jazz cocktail bar at night.

"[4]The jazz scene and the bar brought Caldwell into contact with the upper classes, whom she entertained in London during the week, and with whom she mixed in large country houses at weekends.

[7][3][8] By the time she was twenty-two, Caldwell was to be seen gracing society balls, fashionable weddings and charity events, attending race meetings, participating in hunts or piloting around the capitals of Europe, photographed on the arms of a string of wealthy men.

[23] The following year, Broughton began divorce proceedings with his first wife and in 1940, following the marriage dissolution, he left England to marry Caldwell and move to a property he had purchased in Kenya.

[28] Caldwell supported her husband's story but he returned to England in December 1942 and was found dying from a morphine overdose in a Liverpool hotel a few days after his arrival.

Colville remained on good terms with Caldwell thereafter and left her his considerable properties in Kenya when he died in 1966, some of which were sold for an estimated £2.5 million to help cover death duties.

[7] Having been granted a divorce from Colville, Caldwell married Delamere in 1955, living in a ménage à trois through the 1960s and 1970s with her husband and Lady Patricia Fairweather (daughter of the 2nd Earl of Inchcape).